Disturbances and complexity in volatility time series (Q1694527)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Disturbances and complexity in volatility time series |
scientific article |
Statements
Disturbances and complexity in volatility time series (English)
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2 February 2018
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financial crisis
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volatility
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long memory
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Kolmogorov complexity
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Shannon entropy
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